NTTPRoulette & the Stock Market, Part 2Slicing through the red+even win probability surface5d ago5d ago
NTTPWebGPU for Fintech Monte CarloGPU radix sort for empirical cumulative distribution generationJun 27Jun 27
NTTPThe Volatility of Volatility for Stocks & Crypto, Part 8A hint of how to compute call option prices in this contextJun 111Jun 111
NTTPThe Volatility of Volatility for Stocks and Crypto, Part 7More run controls, and finally… drift!May 31May 31
NTTPThe Volatility of Volatility for Stocks and Crypto, Part 6Speed-up, model adjustment, and comparisons to realityMay 29May 29
NTTPThe Volatility of Volatility for Stocks and Crypto, Part 5Aggregation of random walksMay 23May 23